Practical 2

Aim of this practical:

Set priors for different linear models
Compute and visualize posterior densities and summaries for marginal effects
Fit hierarchical flexible models

we are going to learn:

How to change some of the R default priors in inlabru
How to explore and visualize model parameters
Fit different flexible models

Setting priors and model checking for Linear Models

In this exercise we will:

Learn how to set priors for linear effects $\beta_0$ and $\beta_1$
Learn how to set the priors for the hyperparameter $\tau = 1/\sigma^2$.
Visualize marginal posterior distributions

Start by loading useful libraries:

library(dplyr)
library(INLA)
library(ggplot2)
library(patchwork)
library(inlabru)

Recall a simple linear regression model with Gaussian observations \[ y_i\sim\mathcal{N}(\mu_i, \sigma^2), \qquad i = 1,\dots,N \]

where $\sigma^2$ is the observation error, and the mean parameter $\mu_i$ is linked to the linear predictor through an identity function: \[ \eta_i = \mu_i = \beta_0 + \beta_1 x_i \] where $x_i$ is a covariate and $\beta_0, \beta_1$ are parameters to be estimated. In INLA, we assume that the model is a latent Gaussian model, i.e., we have to assign $\beta_0$ and $\beta_1$ a Gaussian prior. For the precision hyperparameter $\tau = 1/\sigma^2$ a typical prior choice is a $\text{Gamma}(a,b)$ prior.

In R-INLA, the default choice of priors for each $\beta$ is

\[ \beta \sim \mathcal{N}(0,10^3). \]

and the prior for the variance parameter in terms of the log precision is

\[ \log(\tau) \sim \mathrm{logGamma}(1,5 \times 10^{-5}) \]

Note

If your model uses the default intercept construction (i.e., Intercept(1) in the linear predictor) inlabru will assign a default $\mathcal{N} (0,0)$ prior to it.

Lets see how can we change the default priors using some simulated data

Simulate example data

We simulate data from a simple linear regression model

Code

beta = c(2,0.5)
sd_error = 0.1

n = 100
x = rnorm(n)
y = beta[1] + beta[2] * x + rnorm(n, sd = sd_error)

df = data.frame(y = y, x = x)

Fitting the linear regression model with `inlabru`

Now we fit a simple linear regression model in inlabru by defining (1) the model components, (2) the linear predictor and (3) the likelihood.

# Model components
cmp =  ~ -1 + beta_0(1) + beta_1(x, model = "linear")
# Linear predictor
formula = y ~ Intercept + beta_1
# Observational model likelihood
lik =  bru_obs(formula = y ~.,
            family = "gaussian",
            data = df)
# Fit the Model
fit.lm = bru(cmp, lik)

Change the prior distributions

Until now, we have used the default priors for both the precision $\tau$ and the fixed effects $\beta_0$ and $\beta_1$. Let’s see how to customize these.

To check which priors are used in a fitted model one can use the function inla.prior.used()

inla.priors.used(fit.lm)

section=[family]
    tag=[INLA.Data1] component=[gaussian]
        theta1:
            parameter=[log precision]
            prior=[loggamma]
            param=[1e+00, 5e-05]
section=[linear]
    tag=[beta_0] component=[beta_0]
        beta:
            parameter=[beta_0]
            prior=[normal]
            param=[0.000, 0.001]
    tag=[beta_1] component=[beta_1]
        beta:
            parameter=[beta_1]
            prior=[normal]
            param=[0.000, 0.001]

From the output we see that the precision for the observation $\tau\sim\text{Gamma}(1e+00,5e-05)$ while $\beta_0$ and $\beta_1$ have precision 0.001, that is variance $1/0.001$.

Change the precision for the linear effects

The precision for linear effects is set in the component definition. For example, if we want to increase the precision to 0.01 for $\beta_0$ we define the relative components as:

cmp1 =  ~-1 +  beta_0(1, prec.linear = 0.01) + beta_1(x, model = "linear")

Task

Run the model again using 0.1 as default precision for both the intercept and the slope parameter.

cmp2 =  ~ -1 + 
          beta_0(1, prec.linear = 0.1) + 
          beta_1(x, model = "linear", prec.linear = 0.1)

lm.fit2 = bru(cmp2, lik)

Note that we can use the same observation model as before since both the formula and the dataset are unchanged.

Change the prior for the precision of the observation error $\tau$

Priors on the hyperparameters of the observation model must be passed by defining argument hyper within control.family in the call to the bru_obs() function.

# First we define the logGamma (0.01,0.01) prior 

prec.tau <- list(prec = list(prior = "loggamma",   # prior name
                             param = c(0.01, 0.01))) # prior values

lik2 =  bru_obs(formula = y ~.,
                family = "gaussian",
                data = df,
                control.family = list(hyper = prec.tau))

fit.lm2 = bru(cmp2, lik2)

The names of the priors available in R-INLA can be seen with names(inla.models()$prior)

Visualizing the posterior marginals

Posterior marginal distributions of the ﬁxed effects parameters and the hyperparameters can be visualized using the plot() function by calling the name of the component. For example, if want to visualize the posterior density of the intercept $\beta_0$ we can type:

Code

plot(fit.lm, "beta_0")

Task

Plot the posterior marginals for $\beta_1$ and for the precision of the observation error $\pi(\tau|y)$

See the summary() output to check the names for the different model components.

Code

plot(fit.lm, "beta_1") +
plot(fit.lm, "Precision for the Gaussian observations")

Linear Mixed Model for fish weight-length relationship

In this exercise we will:

Plot random effects of a LMM
Compute posterior densities and summaries for the variance components

Libraries to load:

library(dplyr)
library(INLA)
library(ggplot2)
library(patchwork)
library(inlabru)

In this exercise, we will use a subset of the Pygmy Whitefish (Prosopium coulterii) dataset from the FSAdata R package, containing biological data collected in 2001 from Dina Lake, British Columbia.

The data set contains the following information:

net_noUnique net identification number
wt Fish weight (g)
tl Total fish length (cm)
sex Sex code (F=Female, M = Male)

We can visualize the distribution of the response (weight) across the nets split by sex as follows:

PygmyWFBC <- read.csv("datasets/PygmyWFBC.csv")

ggplot(PygmyWFBC, aes(x = factor(net_no), y = wt,fill = sex)) + 
  geom_boxplot() + 
  labs(y="Weight (g)",x = "Net no.")

Suppose we are interested in modelling the weight-length relationship for captured fish. The exploratory plot suggest some important variability in this relationship, potentially attributable to differences among sampling nets deployed across various sites in the Dina Lake.

To account for this between-net variability, we model net as a random effect using the following linear mixed model:

\[ \begin{aligned} y_{ij} &\sim\mathcal{N}(\mu_{ij}, \sigma_e^2), \qquad i = 1,\dots,a \qquad j = 1,\ldots,n \\ \eta_{ij} &= \mu_{ij} = \beta_0 + \beta_1 \times \text{length}_j + \beta_2 \times \mathbb{I}(\mathrm{Sex}_{ij}=\mathrm{M}) + u_i \\ u_i &\sim \mathcal{N}(0,\sigma^2_u) \end{aligned} \]

where:

$y_{ij}$ is the weight of the $j$-th fish from net $i$
$\text{length}_{ij}$ is the corresponding fish length
$\mathbb{I}(\text{Sex}_{ij} = \text{M})$ is an indicator/dummy such that for the ith net \[ \mathbb{I}(\mathrm{Sex}_{ij}) \begin{cases}1 & \text{if the } j \text{th fish is Male} \\0 & \text{otherwise} \end{cases} \]
$u_i$ represents the random intercept for net $i$
$\sigma_u^2$ and $\sigma_\epsilon^2$ are the between-net and residual variances, respectively

To run this model ininlabru we first need to create our sex dummy variable :

PygmyWFBC$sex_M <- ifelse(PygmyWFBC$sex=="F",0,1)

inlabru will treat 0 as the reference category (i.e., the intercept $\beta_0$ will represent the baseline weight for females ). Now we can define the model component, the likelihood and fit the model.

cmp =  ~ -1 + sex_M + 
  beta_0(1)  + 
  beta_1(tl, model = "linear") +  
  net_eff(net_no, model = "iid")

lik =  bru_obs(formula = wt ~ .,
            family = "gaussian",
            data = PygmyWFBC)

fit = bru(cmp, lik)

summary(fit)

inlabru version: 2.13.0.9011 
INLA version: 25.09.19 
Components: 
Latent components:
sex_M: main = linear(sex_M)
beta_0: main = linear(1)
beta_1: main = linear(tl)
net_eff: main = iid(net_no)
Observation models: 
  Family: 'gaussian'
    Tag: <No tag>
    Data class: 'data.frame'
    Response class: 'numeric'
    Predictor: wt ~ .
    Additive/Linear: TRUE/TRUE
    Used components: effects[sex_M, beta_0, beta_1, net_eff], latent[] 
Time used:
    Pre = 0.921, Running = 0.191, Post = 0.0336, Total = 1.15 
Fixed effects:
          mean    sd 0.025quant 0.5quant 0.975quant    mode kld
sex_M   -1.106 0.218     -1.534   -1.106     -0.678  -1.106   0
beta_0 -15.816 0.870    -17.516  -15.819    -14.099 -15.819   0
beta_1   2.555 0.072      2.414    2.555      2.696   2.555   0

Random effects:
  Name    Model
    net_eff IID model

Model hyperparameters:
                                         mean    sd 0.025quant 0.5quant
Precision for the Gaussian observations 0.475 0.044      0.393    0.473
Precision for net_eff                   2.147 1.317      0.564    1.838
                                        0.975quant mode
Precision for the Gaussian observations      0.567 0.47
Precision for net_eff                        5.537 1.32

Marginal log-Likelihood:  -467.54 
 is computed 
Posterior summaries for the linear predictor and the fitted values are computed
(Posterior marginals needs also 'control.compute=list(return.marginals.predictor=TRUE)')

For interpretability, we could have centered the predictors, but our primary focus here is on estimating the variance components of the mixed model.

We can plot the posterior density of the nets random intercept as follows:

plot(fit,"net_eff")

For theoretical and computational purposes, INLA works with the precision which is the inverse of the variance. To obtain the posterior summaries on the SDs scale we can sample from the posterior distribution for the precision while back-transforming the samples and then computing the summary statistics. Transforming the samples is necessary because some quantities such as the mean and mode are not invariant to monotone transformation; alternatively we can use some of the in-built inlabru functions to achieve this (see supplementary note).

We use the predict function to draw samples from the approximated joint posterior for the hyperparameters, then invert them to get variances and lastly compute the mean, std. dev., quantiles, etc.

Note

To get the right name for the hyperparameters to use in the predict() function, you can use the function bru_names().

sampvars <-  predict(fit,PygmyWFBC, ~ {
   tau_e <- Precision_for_the_Gaussian_observations
   tau_u <- Precision_for_net_eff
   list(sigma_u = 1/tau_u,
        sigma_e = 1/tau_e)
   },
   n.samples = 1000
  )

names(sampvars) = c("Error variance","Between-net Variance")

sampvars

$`Error variance`
       mean       sd    q0.025      q0.5   q0.975    median sd.mc_std_err
1 0.6421599 0.480719 0.1801569 0.5183555 1.718208 0.5183555    0.03551088
  mean.mc_std_err
1      0.01744758

$`Between-net Variance`
      mean        sd   q0.025     q0.5   q0.975   median sd.mc_std_err
1 2.124974 0.1844734 1.764946 2.109149 2.538641 2.109149   0.005121243
  mean.mc_std_err
1     0.006157456

attr(,"class")
[1] "bru_prediction" "list"

Task

Another useful quantity we can compute is the intraclass correlation coefﬁcient (ICC) which help us determine how much the response varies within groups compared to between groups. The intraclass correlation coefﬁcient is defined as:

\[ \text{ICC} = \frac{\sigma^2_u}{\sigma^2_u + \sigma^2_e} \]

Compute the mean, median, and quantiles for the ICC by drawing posterior samples for $\sigma^2_e$ and $\sigma^2_u$ using the predict function.

Code

ICC <-  predict(fit,PygmyWFBC, ~ {
   tau_e <- Precision_for_the_Gaussian_observations
   tau_u <- Precision_for_net_eff
   sigma_u = 1/tau_u
   sigma_e = 1/tau_e
   list(ICC = sigma_u/ (sigma_u+sigma_e))
   },
   n.samples = 1000
  )

Supplementary Material

The marginal densities for the hyper parameters can be also found by callinginlabru_model$marginals.hyperpar. We can then apply a transformation using the inla.tmarginal function to transform the precision posterior distributions.

var_e <- fit$marginals.hyperpar$`Precision for the Gaussian observations` %>%
  inla.tmarginal(function(x) 1/x,.) 

var_u <- fit$marginals.hyperpar$`Precision for net_eff` %>%
  inla.tmarginal(function(x) 1/x,.)

The marginal densities for the hyper parameters can be found with inlabru_model$marginals.hyperpar, then we can apply a transformation using the inla.tmarginal function to transform the precision posterior distributions. Then, we can compute posterior summaries using inla.zmarginal function as follows:

post_var_summaries <- cbind( inla.zmarginal(var_e,silent = T),
                             inla.zmarginal(var_u,silent = T))
colnames(post_var_summaries) <- c("sigma_e","sigma_u")
post_var_summaries

           sigma_e   sigma_u  
mean       2.124499  0.6503142
sd         0.1981076 0.415718 
quant0.025 1.764698  0.1811024
quant0.25  1.985379  0.3686537
quant0.5   2.113694  0.5415022
quant0.75  2.25201   0.807126 
quant0.975 2.542208  1.752556

Setting priors and model checking for Linear Models

Simulate example data

Fitting the linear regression model with inlabru

Change the prior distributions

Visualizing the posterior marginals

Linear Mixed Model for fish weight-length relationship

Fitting the linear regression model with `inlabru`